David Alexander Rakowski : Citation Profile


Are you David Alexander Rakowski?

University of Texas-Arlington

4

H index

4

i10 index

76

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 6
   Journals where David Alexander Rakowski has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (1.3 %)

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   Permalink: http://citec.repec.org/pra366
   Updated: 2019-10-06    RAS profile: 2018-12-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Alexander Rakowski.

Is cited by:

Menkhoff, Lukas (2)

Jank, Stephan (2)

Zheng, Lu (2)

Spagnolo, Nicola (2)

Caporale, Guglielmo Maria (2)

Schmeling, Maik (2)

Jinjarak, Yothin (2)

Rohleder, Martin (2)

Osler, Carol (2)

Nicodano, Giovanna (1)

Wongswan, Jon (1)

Cites to:

Campbell, John (8)

Odean, Terrance (4)

Faccio, Mara (4)

Zhang, Lu (4)

Hong, Harrison (4)

Barber, Brad (4)

Gilchrist, Simon (3)

Sialm, Clemens (3)

Parsley, David (3)

Lamont, Owen (3)

Mei, Jianping (3)

Main data


Where David Alexander Rakowski has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Quarterly Journal of Finance (QJF)2

Recent works citing David Alexander Rakowski (2018 and 2017)


YearTitle of citing document
2017Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1763.

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2018PERFORMANCE CYCLES. (2018). Lagziel, David ; Lehrer, Ehud. In: Working Papers. RePEc:bgu:wpaper:1809.

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2017Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen. In: BIS Working Papers. RePEc:bis:biswps:664.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Wagner, Moritz ; Margaritis, Dimitris ; Lee, John Byong-Tek . In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

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2019Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00.

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2018Trading efficiency of fund families: Impact on fund performance and investment behavior. (2018). Cici, Gjergji ; Kempf, Alexander ; Dahm, Laura K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:1-14.

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2017Beta as a determinant of investor activity in sector exchange-traded funds. (2017). Peltomaki, Jarkko. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:137-145.

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2017Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1.

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2018Leading the herd: evidence from mutual funds’ buy and sell decisions. (2018). Popescu, Marius ; Xu, Zhaojin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0656-7.

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2018Success and failure on the corporate bond fund market. (2018). Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0086-7.

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2018Information fusion-based meta-classification predictive modeling for ETF performance. (2018). Oztekin, Asil. In: Information Systems Frontiers. RePEc:spr:infosf:v:20:y:2018:i:2:d:10.1007_s10796-016-9704-4.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:1-2017.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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Works by David Alexander Rakowski:


YearTitleTypeCited
2010Fund Flow Volatility and Performance In: Journal of Financial and Quantitative Analysis.
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article18
2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds In: Journal of Empirical Finance.
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article1
2011Capacity and factor timing effects in active portfoliomanagement In: Journal of Financial Markets.
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article1
2007Daily mutual fund flows and redemption policies In: Journal of Banking & Finance.
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article14
2008Decomposing liquidity along the limit order book In: Journal of Banking & Finance.
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article13
2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation In: Journal of Banking & Finance.
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article26
2008The antecedents of simultaneous appointments to CEO and Chair In: Journal of Management & Governance.
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article2
2015A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate In: Critical Finance Review.
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article1
2016Geography and Local (Dis)advantage: Evidence from Muni Bond Funds In: Quarterly Journal of Finance (QJF).
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article0
2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach In: Quarterly Journal of Finance (QJF).
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article0

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